Support Board
Date/Time: Fri, 31 Jan 2025 13:52:17 +0000
Variables for Bid/Ask trades from DOM
View Count: 942
| [2019-05-10 15:45:46] |
| REKT4K - Posts: 8 |
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Gday. What are the variables used for Bid and Ask positions withing the DOM and is it possible to implement it within a custom study that goes to a chart region? I only need total numbers of longs and total number of shorts currently present within the DOM. I've checked the reference manual for BaseData, but it doesn't have any DOM inputs. ACSIL Interface Members - Variables and Arrays: sc.BaseDataIn[][] / sc.BaseData[][] Thx in advance :) |
| [2019-05-10 16:51:41] |
| John - SC Support - Posts: 37621 |
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We assume you are referring to the Market Depth data. The following function can be used to get the Bid depth at a specific price level: sc.GetBidMarketDepthEntryAtLevel There is a corresponding Ask function. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2019-05-10 17:20:12] |
| REKT4K - Posts: 8 |
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Yes, I'm referring to Depth of Market data. http://www.sierrachart.com/image.php?Image=155750777314.png Here on an example screenshot I have DOM at 100, and I just want to use those totals (17.95M 50.3% and 17.72M 49.7% of Bid/Ask positions). Not for a specific price level, but total number/percentage of Bid and Ask positions with maximum depth supported for BitMEX data feed. I've checked scsf_DepthOfMarketData and it uses the following functions: sc.GetMaximumMarketDepthLevels sc.GetBidMarketDepthNumberOfLevels sc.GetAskMarketDepthNumberOfLevels sc.GetBidMarketDepthNumberOfLevels From this reference I assume, that those function just return the number of levels (total, ask and bid), but how to get the total numbers on Bid and Ask positions like on Chart DOM Graph? Date Time Of Last Edit: 2019-05-10 17:20:58
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| [2019-05-10 18:04:27] |
| John - SC Support - Posts: 37621 |
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Those total values are not available through ACSIL. You would need to just iterate through the levels and sum up the data.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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